Thomas Cass

Thomas Cass is a Professor of Mathematics at Imperial College London, affiliated with the Department of Mathematics within the Faculty of Natural Sciences. He directs the EPSRC Centre for Doctoral Training (CDT) in Mathematics of Random Systems, a collaboration with the University of Oxford, and leads DataSig II, an EPSRC Programme Grant focusing on streamed data analysis using rough path theory. His research bridges pure and applied mathematics, emphasizing stochastic analysis, rough path theory, and their applications in machine learning and finance.

He holds a PhD from the University of Cambridge and previously worked at the University of Oxford, where he was a Fellow and Member of Christ Church’s Governing Body. His academic leadership includes editorial roles at journals like the Journal of the London Mathematical Society and the Bulletin of the London Mathematical Society. He has organized major conferences on stochastic analysis and computational data science at institutions like the Oberwolfach Research Institute and ICERM.

His work on signature methods from rough path theory has advanced mathematical data science, with applications in radioastronomy and molecular biology. Recent EPSRC grants support foundational research in rough analysis and its integration with Large Language Models. Cass’s contributions span theoretical developments, open-source software tools, and interdisciplinary collaborations.